Anic Equity¶

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Total return since start: 0.704 %¶

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Equity now: -----------------------------> 52062.36 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47933.69 Kr¶

PnL: ---------------------------------------> -998.31 Kr¶

DD now: ---------------------------------> -1.992 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 11:53:09.511504'

Anic Portfolio¶

Today¶

Return: -0.024 %¶

This Week¶

Return: -0.485 %¶

Total portfolio value¶

Return including deposits: 70.439 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 4.620000 687.470000 48.470000 7.590000 638.999984
Biotage 4 1.600000 634.000000 31.000000 5.140000 603.000000
Vitrolife 3 2.080000 706.800000 29.800000 4.400000 677.000001
Embracer Group B 26 2.240000 689.650000 27.650000 4.180000 661.999988
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Volati 5 4.010000 596.000000 22.000000 3.830000 574.000000
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Addtech B 3 -0.170000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.010000 663.250000 9.250000 1.410000 653.999997
Fortnox 10 0.090000 677.000000 9.000000 1.350000 668.000000
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.830000 1317.500000 -2.500000 -0.190000 1320.000000
SCA A 4 1.090000 594.400000 -4.600000 -0.770000 599.000000
Sdiptech B 3 -1.090000 815.400000 -6.600000 -0.800000 822.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Addnode Group B 6 -2.130000 744.000000 -8.000000 -1.060000 751.999998
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Investor B 3 -0.620000 644.700000 -13.300000 -2.020000 657.999999
Gaming Innovation Group 161 0.390000 4161.850000 -26.150000 -0.620000 4187.999942
Lime Technologies 2 -3.770000 561.000000 -32.000000 -5.400000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.880000 3435.200000 -109.800000 -3.100000 3545.000000
Sedana Medical 135 1.050000 4176.900000 -154.100000 -3.560000 4330.999935
New Wave B 40 -0.110000 3756.000000 -160.000000 -4.090000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47933.690000 -998.310000 -1.99168% 48931.999868

Updated:¶

'2023-06-14 11:53:25.793483'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶